Results 21 to 30 of about 28,896 (267)
Global Bond Risk Premiums [PDF]
SSRN Electronic Journal, 2011 This paper examines time-varying measures of term premiums across ten developed economies. It shows that a single factor accounts for most of the variation in expected excess returns over time, across the maturity spectrum, and across countries. I construct a global return forecasting factor that is a GDP-weighted average of each country’s local return
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Time-Varying Risk Attitude and Conditional Skewness
Abstract and Applied Analysis, 2014 Much literature finds that the skewness in the return distribution is negatively correlated with the risk premium coefficient, and speculation is the reason for the skewness in the return distribution. As further research, this paper, first taking up the
Zhifeng Liu, Tingting Zhang, Fenghua Wen
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Methodology of calculating risk premiums in the environment of the Czech Republic and its comparison with Damodaran [PDF]
SHS Web of Conferences, 2021 Investors' decisions are largely influenced by the riskiness of the country. Several different approaches are available to calculate this risk, but even so, the values set by Damodaran are usually used, even for non-US states.
Kucera Jiri, Maskova Lenka
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Required Market Risk Premium among countries in 2012
Journal of Finance and Data Science, 2015 This paper contains the statistics of the Equity Premium or Market Risk Premium (MRP) used in 2012 for 82 countries. We got 7192 answers for 93 countries, but we only report the results for 82 countries with more than 5 answers.
Pablo Fernandez +2 more
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Barekeng, 2023 High-intensity rainfall is one of the factors that can interfere with the state of agriculture. Agricultural insurance is an insurance that can be used to reduce risks related to agricultural losses such as rice production.
Geby Marola +2 more
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Decreasing Relative Risk Premium [PDF]
The B.E. Journal of Theoretical Economics, 2007 We consider the risk premium demanded by a decision maker in order to be indifferent between obtaining a new level of wealth with certainty, or to participate in a lottery which either results in unchanged wealth or an even higher level than what can be obtained with certainty. We study preferences such that the corresponding relative risk premium is a
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Risk and Probability Premiums for Cara Utility Functions
Journal of Agricultural and Resource Economics, 1993 The risk premium and the probability premium are used to determine appropriate coefficients of absolute risk aversion under CARA utility. A defensible range of risk aversion coefficients is defined by the coefficients that correspond to risk premiums ...
Bruce A. Babcock +2 more
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İstanbul İktisat Dergisi, 2020 The Turkish financial markets have been in turmoil due to the adverse shocks that have originated from both global financial conditions and its domestic political environment.
Zekeriya Yıldırım
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Estimating Household Preferences for Coastal Flood Risk Mitigation Policies Under Ambiguity
Earth's Future, 2022 Risk mitigation policies (like dike rising) are essential to address increasing coastal flood risks due to global warming. Furthermore, the optimal level of risk mitigation policy should be determined by public preferences for risk reduction. However, it
Si Ha +7 more
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Multidisciplinary Adaptive Climate InsightsThe European Union Emissions Trading System (EU ETS) is designed to reduce greenhouse gas (GHG) emissions by setting a cap on the total emissions allowed from included sectors and allowing companies to buy and sell emission allowances, to meet their ...
Emmanouil Nikolaidis +3 more
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